+422.1%
PWR vs CHD
+30.9%
+391.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +19.1% | +0.4% | +18.7% | +19.1% |
| 30D | -12.0% | +11.6% | -23.6% | -11.0% |
| 3M | -10.6% | +10.7% | -21.3% | -9.6% |
| 6M | -20.8% | +20.2% | -41.1% | -19.7% |
| YTD | +43.7% | +34.5% | +9.2% | +46.1% |
| 1Y | +35.0% | +32.6% | +2.4% | +37.2% |
| 3Y | +249.4% | +29.1% | +220.3% | +242.3% |
| 5Y | +422.1% | +31.5% | +390.6% | +370.3% |
| All | +422.1% | +30.9% | +391.2% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling